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gumbel (version 1.01)

Gumbel copula

Description

stand alone package providing R functions for the Gumbel-Hougaard copula. We provide probality functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

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Install

install.packages('gumbel')

Monthly Downloads

332

Version

1.01

License

GPL (>= 2)

Last Published

February 10th, 2009

Functions in gumbel (1.01)